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Commits on Jul 15, 2020

• Fixed test_drawdown_overlaps, by now testing properly for NaT.

  

  Ildhesten

  authored and

  richafrank

  committed
  4b901f6

Commits on Jul 11, 2020

• STY: Fix flake8 error

  richafrank

  committed
  ecc8308

Commits on Feb 27, 2020

• Merge pull request quantopian#634 from Ildhesten/master

  Show description for cfdf82a
  twiecki

  authored
  cfdf82a

• Update pyfolio/timeseries.py

  twiecki

  authored
  b8c0ebd

Commits on Feb 26, 2020

• get_top_drawdowns now checks if underwater is all 0, that is there is no drawdowns left, this prevents a possible out of bounds error in get_max_drawdown_underwater getting the peak value.

  

  Ildhesten

  committed
  38fd9e7

• get_max_drawdown_underwater, now uses idxmin rather than np.argmin to get the label of the minimum element in the time series rather than the index.

  

  Ildhesten

  committed
  30904bb

Commits on Feb 8, 2020

• Merge pull request quantopian#631 from kirkins/patch-1

  Show description for e915edf
  twiecki

  authored
  e915edf

• Fix broken link for Singapore talk

  kirkins

  authored
  bc9ca7d

Commits on Jan 15, 2020

• Merge pull request quantopian#628 from quantopian/empyrical-backwards-compat

  Show description for bfb5583
  richafrank

  authored
  bfb5583

Commits on Dec 15, 2019

• Simplified version check

  richafrank

  committed
  521a153

• Fixed typo in warning

  richafrank

  committed
  0f9eb1b

• Support for older empyrical

  richafrank

  committed
  a663ddd

Commits on Nov 6, 2019

• Typo in README

  

  willianpaixao

  authored and

  richafrank

  committed
  13af662

Commits on Sep 30, 2019

• Merge pull request quantopian#618 from huaiweicheng/master

  Show description for 03568e0
  twiecki

  authored
  03568e0

Commits on Sep 23, 2019

• add turnover_denom para in txn tear sheet

  huaiweicheng

  committed
  ef516e9

• add turnover_denom para in txn tear sheet

  huaiweicheng

  committed
  870b022

• del useless params in full tear sheet. add and adjust return_fig

  huaiweicheng

  committed
  85433bd

• Merge pull request quantopian#3 from quantopian/master

  Show description for b830357
  huaiweicheng

  authored
  b830357

Commits on Sep 20, 2019

• Do not round to first digit.

  twiecki

  committed
  852e761

• Merge pull request quantopian#608 from quantopian/fix_deprs

  Show description for c5ebc00
  twiecki

  authored
  c5ebc00

• Deprecate risk tearsheet, superseded by perf_attrib tearsheet.

  twiecki

  committed
  33197f6

• Remove risk test files.

  twiecki

  committed
  73740b1

• Deprecate risk tearsheet, superseded by perf_attrib tearsheet.

  twiecki

  committed
  f8e01c0

Commits on Sep 18, 2019

• Try fixing tests

  twiecki

  committed
  53a1c43

• Revert

  twiecki

  committed
  a3a1ae4

• Attempt to fix tests.

  twiecki

  committed
  9201745

• Attempt to fix tests.

  twiecki

  committed
  8ea6619

Commits on Sep 17, 2019

• Merge pull request quantopian#615 from huaiweicheng/master

  Show description for a2c3221
  twiecki

  authored
  a2c3221

• columns_to_select

  huaiweicheng

  committed
  03c085e

Commits on Sep 6, 2019

• fix some bugs in pandas==0.25.0

  huaiweicheng

  committed
  c03a73c

Commits on Sep 5, 2019

• Merge pull request quantopian#614 from huaiweicheng/master

  Show description for c4e172e
  twiecki

  authored
  c4e172e

• fix some bugs in pandas==0.25.0

  huaiweicheng

  committed
  d7cf251

Commits on Aug 30, 2019

• Merge pull request quantopian#610 from quantopian/fawce-patch-1

  Show description for c35da78
  twiecki

  authored
  c35da78

Commits on Aug 29, 2019

• Merge pull request quantopian#613 from huaiweicheng/master

  Show description for d7e3d86
  twiecki

  authored
  d7e3d86

Commits on Aug 28, 2019

• pep8 80 columns fixed

  huaiweicheng

  committed
  db74748

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